Trading Metrics calculated at close of trading on 15-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
5,699.00 |
5,743.75 |
44.75 |
0.8% |
5,674.75 |
High |
5,772.25 |
5,782.00 |
9.75 |
0.2% |
5,772.25 |
Low |
5,689.25 |
5,729.50 |
40.25 |
0.7% |
5,674.00 |
Close |
5,728.25 |
5,746.25 |
18.00 |
0.3% |
5,728.25 |
Range |
83.00 |
52.50 |
-30.50 |
-36.7% |
98.25 |
ATR |
50.15 |
50.41 |
0.26 |
0.5% |
0.00 |
Volume |
1,107 |
1,895 |
788 |
71.2% |
7,287 |
|
Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,910.00 |
5,880.75 |
5,775.00 |
|
R3 |
5,857.50 |
5,828.25 |
5,760.75 |
|
R2 |
5,805.00 |
5,805.00 |
5,756.00 |
|
R1 |
5,775.75 |
5,775.75 |
5,751.00 |
5,790.50 |
PP |
5,752.50 |
5,752.50 |
5,752.50 |
5,760.00 |
S1 |
5,723.25 |
5,723.25 |
5,741.50 |
5,738.00 |
S2 |
5,700.00 |
5,700.00 |
5,736.50 |
|
S3 |
5,647.50 |
5,670.75 |
5,731.75 |
|
S4 |
5,595.00 |
5,618.25 |
5,717.50 |
|
|
Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,019.50 |
5,972.25 |
5,782.25 |
|
R3 |
5,921.25 |
5,874.00 |
5,755.25 |
|
R2 |
5,823.00 |
5,823.00 |
5,746.25 |
|
R1 |
5,775.75 |
5,775.75 |
5,737.25 |
5,799.50 |
PP |
5,724.75 |
5,724.75 |
5,724.75 |
5,736.75 |
S1 |
5,677.50 |
5,677.50 |
5,719.25 |
5,701.00 |
S2 |
5,626.50 |
5,626.50 |
5,710.25 |
|
S3 |
5,528.25 |
5,579.25 |
5,701.25 |
|
S4 |
5,430.00 |
5,481.00 |
5,674.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,782.00 |
5,689.25 |
92.75 |
1.6% |
58.00 |
1.0% |
61% |
True |
False |
1,502 |
10 |
5,782.00 |
5,565.75 |
216.25 |
3.8% |
49.50 |
0.9% |
83% |
True |
False |
1,337 |
20 |
5,782.00 |
5,524.00 |
258.00 |
4.5% |
47.25 |
0.8% |
86% |
True |
False |
1,248 |
40 |
5,782.00 |
5,327.75 |
454.25 |
7.9% |
47.25 |
0.8% |
92% |
True |
False |
728 |
60 |
5,782.00 |
5,075.00 |
707.00 |
12.3% |
50.75 |
0.9% |
95% |
True |
False |
538 |
80 |
5,782.00 |
5,075.00 |
707.00 |
12.3% |
52.50 |
0.9% |
95% |
True |
False |
435 |
100 |
5,782.00 |
5,075.00 |
707.00 |
12.3% |
50.00 |
0.9% |
95% |
True |
False |
380 |
120 |
5,782.00 |
5,006.75 |
775.25 |
13.5% |
45.00 |
0.8% |
95% |
True |
False |
329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,005.00 |
2.618 |
5,919.50 |
1.618 |
5,867.00 |
1.000 |
5,834.50 |
0.618 |
5,814.50 |
HIGH |
5,782.00 |
0.618 |
5,762.00 |
0.500 |
5,755.75 |
0.382 |
5,749.50 |
LOW |
5,729.50 |
0.618 |
5,697.00 |
1.000 |
5,677.00 |
1.618 |
5,644.50 |
2.618 |
5,592.00 |
4.250 |
5,506.50 |
|
|
Fisher Pivots for day following 15-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
5,755.75 |
5,742.75 |
PP |
5,752.50 |
5,739.25 |
S1 |
5,749.50 |
5,735.50 |
|